A big reason for a clustered index is when you often want to retrieve rows for a range of values for a given column. Because the data is physically arranged in that order, the rows can be extracted very efficiently.
Something like a GUID, while excellent for a primary key, could be positively detrimental to performance, as there will be additional cost for inserts and no perceptible benefit on selects.
So yes, don’t cluster an index on GUID.
As to why it’s not offered as a recommendation, I’d suggest the tuner is aware of this fact.